**Email**: danbm (at) huji (dot) ac (dot) il

**Education **

PhD, Economics, UCLA, 2012

MS, Financial Mathematics, Stanford University, 2005

BA, Economics, Mathematics, Stanford University, 2004

**Papers**

Identification of Joint Distributions in Dependent Factor Models (2018), Econometric Theory

*We identify and estimate joint distributions in a factor model with subsets of arbitrarily dependent unobservables. *

Identification of Additive and Polynomial Models of Mismeasured Regressors Without Instruments (2017), with Xavier D’Haultfœuille and Arthur Lewbel, Journal of Econometrics

*We identify nonparametric functions g and h in the model Y = g(X*) + h(Z) + U, E(U|X*,Z)=0 where X* is measured with error and without any side information. Similarly, we identify the polynomial P in the model Y=P(X*,Z) + U, E(U|X*,Z)=0 .*

Linear Errors-in-Variables and Dependent Factor Models

*We provide necessary and sufficient conditions for identification in the linear errors-in-variables model, extending Reiersol (1950) from the single regressor model to the multiple regressor model. We introduce a new estimator for the coefficients using second derivatives of the empirical log characteristic function. We extend identification from the errors-in-variables model to linear factor models that allow for subsets of arbitrarily dependent unobservables. *